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Re:Machine learning has become alchemy (2017) [video] by bumby on Tuesday December 25, 2018 @11:41PM (#18760567)
I believe some models do precisely that. Random forest ML as an example tallies "votes" on the outcome. I'm not sure how robustly multiple algorithms have been applied to this voting technique, but it would be an interesting read if anyone has information on it.
Re:Machine learning has become alchemy (2017) [video] by notafraudster on Wednesday December 26, 2018 @03:18AM (#18761232)
"Vote tallying" is basically taking a mode/weighted mode response rather than a mean/median/trimmed mean/weighted mean response. There are contexts where this is ideal (for example, classification in multiple unordered classes where mode is the only measure of central tendency that is even reasonable); cases where it's superfluous (in 2-class classification the mode is the median is the sign of the mean); and cases where it's bad (in regression with a continuous outcome where the modal prediction has probability exactly 0). So really it depends on the space where you want to use it.

Typically in a regression setting with an ensemble learner you're using a kind of weighted mean, where the weights are selected based on cross-validation performance. This is sometimes called a "super learner". See van der Laan, Polley, and Hubbard 2007.

Note that this suffers from being similarly awful in terms of theory as a lot of other ML stuff. It is not, for example, the case that two apparently similar datasets or problem domains will produce similar super-learner weights. Which is disturbing, because it's easy to believe that say SVM does better at X and penalized ordered logit at Y, but it's hard to believe that they both do better seemingly at random.